market maker quality

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
20/11/2024 0.79% 100.30 % 101.10 % 100,000 100,000 100,000 100,000 100,300 CHF 101,100 CHF 34.19% 34.19%
19/11/2024 0.69% 100.40 % 101.10 % 100,000 100,000 100,000 100,000 100,400 CHF 101,100 CHF 87.94% 87.94%
18/11/2024 0.69% 100.40 % 101.10 % 100,000 100,000 100,000 100,000 100,400 CHF 101,100 CHF 90.99% 90.99%
15/11/2024 0.79% 100.40 % 101.20 % 100,000 100,000 100,000 100,000 100,400 CHF 101,200 CHF 96.32% 96.32%
14/11/2024 0.79% 100.40 % 101.20 % 100,000 100,000 100,000 100,000 100,400 CHF 101,200 CHF 87.95% 87.95%
13/11/2024 0.69% 100.50 % 101.20 % 100,000 100,000 100,000 100,000 100,500 CHF 101,200 CHF 95.67% 95.67%
12/11/2024 0.69% 100.50 % 101.20 % 100,000 100,000 100,000 100,000 100,500 CHF 101,200 CHF 98.63% 98.63%
11/11/2024 0.79% 100.50 % 101.30 % 100,000 100,000 100,000 100,000 100,500 CHF 101,300 CHF 87.16% 87.16%
08/11/2024 0.79% 100.50 % 101.30 % 100,000 100,000 100,000 100,000 100,500 CHF 101,300 CHF 51.63% 51.63%
07/11/2024 0.69% 100.60 % 101.30 % 100,000 100,000 100,000 100,000 100,600 CHF 101,300 CHF 88.80% 88.80%

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